Sinar Mas Multiartha Tbk PT Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:30.12% (+5.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7124 | 2.26 | |
| 0.2078 | 5.00 | |
| 0.7566 | 17.35 | |
| -0.4074 | -1.60 | |
| 0.4139 | 1.17 | |
| -0.0381 | -0.18 | |
| 0.1361 | 0.56 | |
| -0.2932 | -1.15 | |
| 0.5891 | 2.55 | |
| -0.8499 | -5.12 | |
| 0.6491 | 3.71 | |
| -0.1973 | -1.23 |
Estimation Period:
Jul 5, 1995 to Jan 30, 2026
Jul 5, 1995 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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